Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for December Swiss Franc(CME) as of Dec 30, 2011
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   30 32 35 37 37 37 37 37 37 37 37
Closed Higher   10 16 17 15 17 18 16 19 25 21 17
Exceeded High   8 12 13 12 11 16 15 17 21 13 12
Scenario Percentage   80% 75% 76% 80% 65% 89% 94% 89% 84% 62% 71%
Avg Max Increase   6.66% 4.34% 5.00% 3.70% 6.66% 7.19% 6.48% 5.87% 4.43% 4.79% 2.48%
Max Increase   14.24% 11.04% 8.65% 9.43% 14.68% 18.56% 18.03% 11.77% 11.82% 9.36% 6.47%
Avg Days To Max Increase   19 20 17 18 19 16 21 17 18 12 8
Avg Max Decline   -0.84% -1.42% -1.51% -1.49% -0.77% -0.75% -1.78% -1.38% -1.32% -0.75% -0.52%
Max Decline   -2.60% -7.48% -3.53% -5.96% -2.27% -2.40% -7.31% -5.63% -4.51% -1.81% -2.23%
Avg Days to Max Decline   11 7 6 10 8 7 13 7 10 3 3
2011 Contract Condition     Yes Yes Yes Yes Yes Yes     Yes  
Action     Yes Yes Yes Yes Yes Yes     Not Yet  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   30 32 35 37 37 37 37 37 37 37 37
Closed Lower   20 16 18 22 20 19 21 18 12 16 20
Penetrated Low   17 13 16 16 13 16 16 11 10 13 12
Scenario Percentage   85% 81% 89% 73% 65% 84% 76% 61% 83% 81% 60%
Avg Max Decline   3.59% 4.44% 3.96% 5.15% 4.47% 4.06% 3.76% 4.94% 4.06% 3.65% 1.88%
Max Decline   8.37% 12.55% 9.79% 9.67% 10.11% 7.86% 8.26% 13.81% 9.25% 7.78% 5.75%
Avg Days To Max Decline   18 20 21 20 17 16 17 16 16 9 7
Avg Max Increase   -1.14% -1.33% -1.36% -0.99% -1.29% -0.51% -1.33% -1.50% -2.28% -0.89% -0.30%
Max Increase   -3.95% -5.62% -3.63% -4.25% -3.67% -3.38% -4.14% -4.11% -5.61% -3.20% -1.16%
Avg Days to Max Increase   8 12 7 7 11 6 10 5 10 3 2
2011 Contract Condition   Yes             Yes Yes   Yes
Action   Yes             Yes Yes   Yes
High 107.60 107.74 108.47 111.30 115.86 117.67 121.00 127.55 141.29 129.85 116.82 114.24
Low 100.41 103.21 103.03 107.05 108.21 111.80 117.24 117.70 122.00 109.16 107.49 107.05
Close/Last 107.60 106.37 107.94 109.32 115.86 117.36 119.17 126.95 124.72 110.61 114.60 109.56

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy